2007
DOI: 10.1007/s11518-007-5054-6
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Estimation of chain reaction bankruptcy structure by chance discovery method — With time order method and directed KeyGraph

Abstract: Chain reaction bankruptcy is regarded as common phenomenon and its effect is to be taken into account when credit risk portfolio is analyzed. But consideration and modeling of its effect leave much room for improvement. That is mainly because method for grasping relations among companies with limited data is underdeveloped. In this article, chance discovery method is applied to estimate industrial relations that are to include companies' relations that transmit chain reaction of bankruptcy. Time order method a… Show more

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Cited by 4 publications
(1 citation statement)
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“…Such maps are obtained by visualizing the co-occurrence of items representing events in data collected from a business environment (e.g., Ohsawa and Usui 2005;Goda and Ohsawa 2007;). Such maps are obtained by visualizing the co-occurrence of items representing events in data collected from a business environment (e.g., Ohsawa and Usui 2005;Goda and Ohsawa 2007;).…”
Section: Vision Attention and Interpretationmentioning
confidence: 99%
“…Such maps are obtained by visualizing the co-occurrence of items representing events in data collected from a business environment (e.g., Ohsawa and Usui 2005;Goda and Ohsawa 2007;). Such maps are obtained by visualizing the co-occurrence of items representing events in data collected from a business environment (e.g., Ohsawa and Usui 2005;Goda and Ohsawa 2007;).…”
Section: Vision Attention and Interpretationmentioning
confidence: 99%